+1,463.9%
HWM vs VEU
+142.9%
+1,321.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +1.5% |
| 7D | +1.6% | +0.8% | +0.8% | +0.6% |
| 30D | -3.9% | -1.6% | -2.3% | -1.9% |
| 3M | -23.2% | -4.2% | -19.1% | -19.1% |
| 6M | -20.0% | -1.5% | -18.5% | -19.0% |
| YTD | +5.7% | +11.7% | -6.0% | -9.5% |
| 1Y | +4.9% | +15.6% | -10.7% | -14.2% |
| 3Y | +347.0% | +71.7% | +275.3% | +113.3% |
| 5Y | +563.0% | +49.5% | +513.5% | +286.3% |
| 10Y | +1,579.2% | +145.6% | +1,433.5% | +447.3% |
| All | +1,463.9% | +142.9% | +1,321.0% | +409.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling